+47.3%
EQIX vs FDS
-23.3%
+70.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +4.1% | +1.5% | +2.6% | +4.0% |
| 30D | +5.8% | +14.8% | -9.0% | +4.7% |
| 3M | -1.4% | +16.3% | -17.7% | -2.5% |
| 6M | -1.2% | +66.2% | -67.5% | -7.5% |
| YTD | +39.6% | +16.2% | +23.4% | +39.7% |
| 1Y | +36.8% | +21.8% | +15.0% | +35.1% |
| 3Y | +47.3% | -23.9% | +71.1% | +64.8% |
| All | +47.3% | -23.3% | +70.5% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling